A note on strong mixing of ARMA processes

Athreya, Krishna B. ; Pantula, Sastry G. (1986) A note on strong mixing of ARMA processes Statistics & Probability Letters, 4 (4). pp. 187-190. ISSN 0167-7152

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...

Related URL: http://dx.doi.org/10.1016/0167-7152(86)90064-7


We establish that certain stationary autoregressive moving average (ARMA) processes are strong mixing.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Harris Chain; Stationary Processes; Strong and Uniform Mixing
ID Code:1129
Deposited On:05 Oct 2010 12:53
Last Modified:12 May 2011 10:04

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